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Selecting socially responsible portfolios: A fuzzy multicriteria approach

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Selecting socially responsible portfolios: A fuzzy multicriteria approach

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García García, F.; Gonzalez-Bueno, J.; Oliver-Muncharaz, J.; Riley, N. (2019). Selecting socially responsible portfolios: A fuzzy multicriteria approach. Sustainability. 11(9). https://doi.org/10.3390/su11092496

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/156499

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Title: Selecting socially responsible portfolios: A fuzzy multicriteria approach
Author: García García, Fernando Gonzalez-Bueno, Jairo Oliver-Muncharaz, Javier Riley, Nicola
UPV Unit: Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials
Issued date:
Abstract:
[EN] We propose a multi-objective approach for portfolio selection, which allows investors to consider not only return and downside risk criteria but also to include environmental, social and governance (ESG) scores in the ...[+]
Subjects: Sustainable investment , Portfolio selection , ESG rating score , Downside risk , L-R fuzzy numbers
Copyrigths: Reconocimiento (by)
Source:
Sustainability. (eissn: 2071-1050 )
DOI: 10.3390/su11092496
Publisher:
MDPI AG
Publisher version: https://doi.org/10.3390/su11092496
Type: Artículo

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